Main
J. Gibrán Peniche
Education
(ITAM) Instituto Tecnológico Autónomo de México
B.S., Actuarial Sciences
Mexico City, Mexico
2014 - 2020
Courses included: Bayesian Inference, QRM, Development and Valuation of insurance products and Numerical Methods.
(ITAM) Instituto Tecnológico Autónomo de México
B.S., Financial Direction
Mexico City, Mexico
2014 - 2020
Courses Included: Portfolio Management, Financial Analysis, Corporate Finance, Fixed Income and Derivative instruments.
Experience
Model Validation Consultant
Risk Management Direction
Scotiabank
09-2020 - Present
Ana Laura Minor Castillo, MS
Description:
- Validate theoretical framework, assumptions and limitations of all models in the inventory (derivatives, credit risk, market risk, interest rate risk, operational risk, etc)
- Corroborate model assumptions with user data and assess model documentation
- Reproduce results independently and assess discrepancies between results
- Propose and participate in model robustness enhancement with applicable ML/AI methodology and/or more adequate models
Assistant
Actuarial Sciences Department
ITAM
09-2019 - 06-2020
Alberto Contreras Cristán, PhD Manuel Mendoza Ramírez, PhD.
Description:
- Bayesian inference for finite populations via semi paremetric models
- Infinite Normal Mixtures with Dirichilet Process prior
- Code Optimization translating from R to Julia and c++
Assistant
Accounting Department
ITAM
06-2018 - 06-2020
Araceli Elguea Espinosa, PhD
Description:
- Workshops on sales estimation
- Applied Linear Regression
President & Founder
Salsa con Colmillo Dancing School & Company
ITAM
06-2016 - 06-2019
Description:
- Head of a 6-person team
- Dance classes by levels (groups between 20 and 40 people)
- Budget Administration, personnel training and event planning
- Principal responsible of choreographic design
Extra Curricular Activities
CFA Lvl. 1
National 1st Place, Regional Finalist
N/A
11-2019 - 04-2020
Organizer: CFA Institute
Description: Issue an investment recommendation on a publicly traded firm based on fundamental analysis. Competition consisted on a written report and an oral presentation.
CFA Research Challenge
Succesfully completed CFA Program Exam level 1
N/A
02-2021
Organizer: CFA Institute
Description: The CFA Program is a three-part exam that tests the fundamentals of investment tools, valuing assets, portfolio management, and wealth planning. The CFA Program is typically completed by those with backgrounds in finance, accounting, economics, or business.
Cuestion de Datos, Podcast
Co-Creator & Co-Host
N/A
04-2020 - Present
Description: Divulge podcast on themes concerning Data Science, Statistics & Machine Learning
Realized vs. Average Returns on statistical significance of CAPM
Research
N/A
12-2018
Organizer: Atanu Paul
Description: Test statiscal significance of realized versus average returns in portfolios of Mexican publicly traded stocks.
Bayesian inference over Mexican TIIE
Research
N/A
06-2018
Organizer: Felix H. A. Matthys
Description: Fitting a Student´s T distribution over changes in levels of Mexican TIIE at different maturities. Degrees of freedom of normalized data were to be found in order to calculate Value at Risk of a bond portfolio.
Ruedafest, Latin-American Casino Championships
Latin-American 2nd Place
N/A
02-2018
Organizer: RuedaFest
Description: 2nd place of Rueda Novel Category with a 20-element coreography.